CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 1.1338 1.1518 0.0180 1.6% 1.1160
High 1.1440 1.1532 0.0092 0.8% 1.1377
Low 1.1338 1.1352 0.0014 0.1% 1.1122
Close 1.1401 1.1416 0.0015 0.1% 1.1329
Range 0.0102 0.0180 0.0078 76.5% 0.0255
ATR 0.0078 0.0085 0.0007 9.4% 0.0000
Volume 20 41 21 105.0% 186
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1973 1.1875 1.1515
R3 1.1793 1.1695 1.1466
R2 1.1613 1.1613 1.1449
R1 1.1515 1.1515 1.1433 1.1474
PP 1.1433 1.1433 1.1433 1.1413
S1 1.1335 1.1335 1.1400 1.1294
S2 1.1253 1.1253 1.1383
S3 1.1073 1.1155 1.1367
S4 1.0893 1.0975 1.1317
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2041 1.1940 1.1469
R3 1.1786 1.1685 1.1399
R2 1.1531 1.1531 1.1376
R1 1.1430 1.1430 1.1352 1.1481
PP 1.1276 1.1276 1.1276 1.1301
S1 1.1175 1.1175 1.1306 1.1226
S2 1.1021 1.1021 1.1282
S3 1.0766 1.0920 1.1259
S4 1.0511 1.0665 1.1189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1532 1.1145 0.0387 3.4% 0.0113 1.0% 70% True False 27
10 1.1532 1.1122 0.0410 3.6% 0.0079 0.7% 72% True False 41
20 1.1532 1.0725 0.0807 7.1% 0.0071 0.6% 86% True False 29
40 1.1532 1.0696 0.0836 7.3% 0.0051 0.4% 86% True False 19
60 1.1532 1.0291 0.1241 10.9% 0.0036 0.3% 91% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 1.2297
2.618 1.2003
1.618 1.1823
1.000 1.1712
0.618 1.1643
HIGH 1.1532
0.618 1.1463
0.500 1.1442
0.382 1.1421
LOW 1.1352
0.618 1.1241
1.000 1.1172
1.618 1.1061
2.618 1.0881
4.250 1.0587
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 1.1442 1.1428
PP 1.1433 1.1424
S1 1.1425 1.1420

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These figures are updated between 7pm and 10pm EST after a trading day.

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